Score Personal Loan Applicants using R
Last updated on 2015-08-05
About the Book
This book is for you if
- you've been building scorecards using SAS or SPSS and want to do the same thing in R, or
- you want a step-by-step guide to building and backtesting a binary classifier using logistic regression in R, or
- you want to learn how to automate the model selection process using the best subset mehtod, or
- you want to understand the differences amongst the 6 performance measures: Accuracy, Sensitivity, False Positive Rate, Specificity, Precision, and the F-measure, and when to use which.
- you want to learn how to make the ROC curve and calculate the Aear Under the Curve (AUC) in R.
This book is not for you if
- you're looking for thorough understanding of the relavent statistical theories. This is a how-to book, not a why book, though intuitive reasons are pointed out whenever possible.
- you need to see math formulas. All formulas are presented directly in the form of R code.
- you're looking for an introductory R book. This book doesn't explain how R works.
- 1. Set up
2. Preliminary Analysis
- 2.1 Clean Data
- 2.2 Descriptive Analysis
- 2.3 Weight of Evidence and Information Value
- 2.4 Simple Logit Models
- 2.5 Pre-select Predictors
- 2.6 Correlations Amongst Predictors
3. Predictive Analysis
- 3.1 Model Selection Using the Best Subsets Algorithm
- 3.2 Backtesting
- 3.3 Performance Curves
- 3.4 Cross Validation
- 3.5 Final Model
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